I really enjoyed the ending to Prince of Persia: The Sands of Time.
ZOMG Spoiler! Click here to view!
You spend the entire game fighting off hordes of sand creatures unleashed when the Vizier, the main antagonist in the game broke the seal on the Sands of Time. It's clear throughout the game that you are telling the story of your adventure to someone, both through cutscenes and because whenever you die time rewinds to the last checkpoint and your character says "No wait, it didn't happen like that..." and then it just carries on.
Halfway through the game you meet up with Farah, a beautiful princess, and daughter of the Maharajah, who was killed after the Vizier tricked you into unleashing the Sands. You continue the rest of the journey together, becoming closer to each other even though initially you both don't trust one another. While you're both waiting to die in a tomb that is closed off, she tells you a magic word that her mother told her would remove all fear, a story she'd never told anyone before. You escape the tomb and continue.
Farah ends up sacrificing her life to save yours, and you go off to fight the Vizier. He tries to persuade you to join him, but you instead reverse the damage he did and put the sands back where they belong. Time rewinds to the day before all the bad stuff happened, and it is then revealed that the person you're telling the story to is Farah, who's bedroom you have now sneaked to. She obviously has no knowledge of anything you're telling her, as it never happened for her, and she doesn't believe such an outlandish story.
The Vizier comes in, and seeing you both, assumes that his upcoming treachery has been revealed, and tries to kill you both. You kill him instead (in a hilariously easy boss battle) and Farah asks why you made up such a ridiculous story just to prove the Vizier had an evil plan.
You then kiss her, but she rejects you - and you rewind time again to before the kiss, and as you leave, you say the magic word to her that she told you in the tomb, and she looks all dumbstruck.
Very cheesy, but it was very well done in the game.